Discussion Papers
The Discussion Papers with economic studies or financial and banking studies are elaborated by the research centre of the Deutsche Bundesbank.
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Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance Nataliya Barasinska, Dorothea Schäfer
357 KB, PDF
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Robustness and informativeness of systemic risk measures Gunter Löffler, Peter Raupach
1 MB, PDF
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Understanding global liquidity Sandra Eickmeier, Leonardo Gambacorta, Boris Hofmann
337 KB, PDF
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CDS spreads and systemic risk – a spatial econometric approach Sebastian Keiler, Armin Eder
507 KB, PDF
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The common drivers of default risk Christoph Memmel, Yalin Gündüz, Peter Raupach
429 KB, PDF
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Monetary policy and the oil futures market Sandra Eickmeier, Marco J. Lombardi
344 KB, PDF
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Estimating endogenous liquidity using transaction and order book information Philippe Durand, Yalin Gündüz, Isabelle Thomazeau
197 KB, PDF
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Which banks are more risky? The impact of loan growth and business model on bank risk-taking Matthias Köhler
292 KB, PDF
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Persuasion by stress testing – optimal disclosure of supervisory information in the banking sector Wolfgang Gick, Thilo Pausch
247 KB, PDF
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The determinants of service imports: the role of cost pressure and financial constraints Elena Biewen, Daniela Harsch, Julia Spies
512 KB, PDF
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Measuring option implied degree of distress in the US financial sector using the entropy principle Philipp Matros, Johannes Vilsmeier
851 KB, PDF
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Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results Sylvia Kaufmann, Christian Schumacher
343 KB, PDF
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Diversification and determinants of international credit portfolios: evidence from German banks Benjamin Böninghausen, Matthias Köhler
379 KB, PDF
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Early warning indicators for the German banking system: a macroprudential analysis Nadya Jahn, Thomas Kick
446 KB, PDF
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Determinants of the interest rate pass-through of banks − evidence from German loan products Tobias Schlüter, Ramona Busch, Thomas Hartmann-Wendels, Sönke Sievers
277 KB, PDF
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An affine multifactor model with macro factors for the German term structure: changing results during the recent crises Arne Halberstadt, Jelena Stapf
932 KB, PDF
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Identifying time variability in stock and interest rate dependence Michael Stein, Mevlud Islami, Jens Lindemann
1 MB, PDF
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Estimating dynamic tax revenue elasticities for Germany Gerrit B. Koester, Christoph Priesmeier
1 MB, PDF
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Relationship lending in the interbank market and the price of liquidity Falk Bräuning, Falko Fecht
530 KB, PDF
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Saving and learning: theory and evidence from saving for child's college Junyi Zhu
641 KB, PDF
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Fiscal deficits, financial fragility, and the effectiveness of government policies Markus Kirchner, Sweder van Wijnbergen
426 KB, PDF
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Competition for internal funds within mulitnational banks: foreign affiliate lending in the crisis Cornelia Düwel, Rainer Frey
403 KB, PDF
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Tax incentives and capital structure choice: evidence from Germany Thomas Hartmann-Wendels, Ingrid Stein, Alwin Stöter
402 KB, PDF
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Determinants of bank interest margins: impact of maturity transformation Oliver Entrop, Christoph Memmel, Benedikt Ruprecht, Marco Wilkens
911 KB, PDF
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Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma, Michael Koetter, Michael Wedow
416 KB, PDF
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Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries Gehard Kempkes
288 KB, PDF
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The effectiveness of monetary policy in steering money market rates during the financial crisis Puriya Abbassi, Tobias Linzert
257 KB, PDF
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The PHF: a comprehensive panel survey on household finances and wealth in Germany Ulf von Kalckreuth, Martin Eisele, Julia Le Blanc, Tobias Schmidt, Junyi Zhu
314 KB, PDF
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Trend growth expectations and U.S. house prices before and after the crises Mathias Hoffmann, Michael U. Krause, Thomas Laubach
351 KB, PDF
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Credit portfolio modelling and its effect on capital requirements Dilek Bülbül, Claudia Lambert
625 KB, PDF
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Capital regulation, liquidity requirements and taxation in a dynamic model of banking Gianni de Nicolò, Andrea Gamba, Marcella Lucchetta
797 KB, PDF
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Bank regulation and stability: an examination of the Basel market risk framework Gordon J. Alexander, Alexandre M. Baptista, Shu Yan
438 KB, PDF
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Does Wagner's law ruin the sustainability of German public finances? Christoph Priesmeier, Gerrit B. Koester
392 KB, PDF
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Towards an explanation of cross-country asymmetries in monetary transmission Georgios Georgiadis
850 KB, PDF
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Regulation, credit risk transfer with CDS, and bank lending Thilo Pausch, Peter Welzel
299 KB, PDF
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Stress testing German banks against a global cost-of-capital shock Klaus Düllmann, Thomas Kick
325 KB, PDF
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Executive board composition and bank risk taking Allen N. Berger, Thomas Kick, Klaus Schaeck
603 KB, PDF
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Assessing macro-financial linkages: a model comparison exercise Rafael Gerke, Magnus Jonsson, Martin Kliem, Marcin Kolasa, Pierre Lafourcade, Alberto Locarno, Krzysztof Makarski, Peter McAdam
638 KB, PDF
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Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen Diskussionspapier 01/2012: Thomas A. Knetsch
467 KB, PDF
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A user cost approach to capital measurement in aggregate production functions Thomas A. Knetsch
474 KB, PDF
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Credit contagion between financial systems Discussion paper 15/2011: Natalia Podlich, Michael Wedow
302 KB, PDF
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Contagion in the interbank market and its determinants Discussion paper 17/2011: Christoph Memmel, Angelika Sachs
568 KB, PDF
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A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Discussion paper 16/2011: Natalia Puzanova
694 KB, PDF
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Does it pay to have friends? Social ties and executive appointments in banking Discussion paper 18/2011: Allen N. Berger, Thomas Kick, Michael Koetter, Klaus Schaeck
269 KB, PDF
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Optimal savings for retirement: the role of individual accounts and disaster expectations Julia Le Blanc, Almuth Scholl
2 MB, PDF
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Evaluating the calibration of multi-step-ahead density forecasts using raw moments Malte Knüppel
453 KB, PDF
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Transitions in the German labor market: structure and crisis Michael U. Krause, Harald Uhlig
523 KB, PDF
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Bank-related loan supply factors during the crisis: an analysis based on the German bank lending survey Barno Blaes
312 KB, PDF